The function comes in the package {car}
in R.
Running some regression models using the mtcars
package
in R, I can get the VIF both using the function and manually, when the
regressor is a continuous variable:
require(car)
## Loading required package: car
## Loading required package: carData
attach(mtcars)
fit1 <- lm(mpg ~ wt + hp + disp) # The model we want.
fit_wt <- lm(wt ~ hp + disp) # Regressing wt against other regressors.
rsq_wt <- summary(fit_wt)$r.square # Detecting the R square of the model
(v_wt <- 1/(1 - (rsq_wt))) # Actual formula for VIF
## [1] 4.844618
vif(fit1) # R built-in function
## wt hp disp
## 4.844618 2.736633 7.324517
NOTE: These are tentative notes on different topics for personal use - expect mistakes and misunderstandings.